PERPETUAL CANCELLABLE AMERICAN CALL OPTION
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2011.00479.x/fullpdf
Reference19 articles.
1. A Class of Solvable Stopping Games;Alvarez;Appl. Math. Optim.,2008
2. Minimum Guaranteed Payments and Costly Cancellation Rights: A Stopping Game Perspective;Alvarez;Math. Finance,2010
3. Handbook of Brownian Motion - Facts and Formulae
4. Game Variant Problem on Optimal Stopping;Dynkin;Soviet Math. Doklady,1969
5. Properties of Game Options;Ekström;Math. Methods Oper. Res.,2006
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